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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise ... III by January 2015. The paper looks at the process of developing a measurement framework using Black-Scholes ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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Session 4: Sparse Data Session
Session 4: Sparse Data Session Discussion of papers presented at Living to 100 and Beyond symposium ... 'Dealing with Problems in Data Quality for the Measurement of Mortality at Advanced Ages' in Canada ...- Authors: Bertram M Kestenbaum
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives
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Is the Compression of Morbidity a Universal Phenomenon? Abstract
Is the Compression of Morbidity a Universal Phenomenon? Abstract This paper reviews available evidence ... evidence about the compression of morbidity and the disability decline and discusses the context in which ...- Authors: Jean Marie Robine, Siu Lan Cheung, Shiro Horiuchi, A Roger Thatcher
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Morbidity; Global Perspectives
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Bank Management Using Basel II-Data: Is the Collection, Storage and Evaluation of Data Calculated with Internal Approaches Dispensable?
Management Using Basel II-Data: Is the Collection, Storage and Evaluation of Data Calculated with Internal ... This paper discusses the new Basel Accord for Capital Adequacy which refines the minimum capital requirements ...- Authors: Dennis Kundisch, Fabian M. Lohner, David Rudolph, Marcus Steudner, Christian Weiss
- Date: Aug 2007
- Competency: External Forces & Industry Knowledge
- Topics: Global Perspectives; Public Policy; Technology & Applications>Analytics and informatics
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Longevity Risk and Regular Discount Sequence
Longevity Risk and Regular Discount Sequence Presented at Living to 100 Symposium, January 2011. This ... 2011. This study adapts the idea of regular discount sequence in the bandit problem, and uses it ...- Authors: Ching-Syang Jack Yue, HSIN-CHUNG WANG
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives; Modeling & Statistical Methods>Forecasting
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Oldest-Old Mortality Rates and the Gompertz Law: A Theoretical and Empirical Study Based on Four Countries
Oldest-Old Mortality Rates and the Gompertz Law: A Theoretical and Empirical Study Based on Four Countries ... testing the Gompertz assumption using yearly age-specific mortality data, and the impacts of the data collection ...- Authors: Ching-Syang Jack Yue
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives; Modeling & Statistical Methods>Forecasting
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Session 2A: Demographic Implications of Aging
Session 2A: Demographic Implications of Aging Discussion of Session 2A. Longevity; 8655 1/7/2008 ...- Authors: John W Paddon
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Demography; Global Perspectives
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Is Long-Term Care Social Insurance Affordable in Developed Countries?
Affordable in Developed Countries? Presented at the Living to 100 Symposium, January 2011. Long-term ... expressed as a percentage of gross domestic product, the future burden of financing LTC would not lead ...- Authors: Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Global Perspectives; Long-term Care>Public financing - Long-term Care
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Emergence of Supercentenarians in Low Mortality Countries
Emergence of Supercentenarians in Low Mortality Countries Presented at Living to 100 Symposium, January ... This paper is a first attempt to assess which group of mortality trajectories proposed by various researchers ...- Authors: Jean Marie Robine, James W Vaupel
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives
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New Findings on the International Relationship between Income Inequality and Population Health
Findings on the International Relationship between Income Inequality and Population Health The first objective ... objective of this paper is to test the hypothesis that higher levels of income inequality are directly ...- Authors: Robert Brown
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Global Perspectives